Pages that link to "Item:Q5854338"
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The following pages link to A new class of exponential integrators for SDEs with multiplicative noise (Q5854338):
Displaying 13 items.
- Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
- Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
- Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants (Q2100531) (← links)
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434) (← links)
- A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
- On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
- Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
- Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations (Q5031259) (← links)
- Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations (Q5208737) (← links)
- Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)
- Weak convergence of tamed exponential integrators for stochastic differential equations (Q6587344) (← links)
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)
